Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47849.08 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46454.11 Kr¶

PnL: ---------------------------------------> -434.46 Kr¶

DD now: ---------------------------------> -1.606 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 09:45:14.826587'

Anic Portfolio¶

This Week¶

Return: -0.049 %¶

Total¶

Return: 56.777 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.630000 2807.000000 171.000000 6.490000 2636.000010
Beijer Electronics Group 26 0.670000 3114.800000 143.800000 4.840000 2971.000006
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.240000 3449.600000 72.600000 2.150000 3377.000000
Corem Property Group B 59 -0.090000 621.860000 44.860000 7.770000 576.999999
AcadeMedia 12 -1.190000 600.000000 43.000000 7.720000 557.000004
Boozt 12 -0.140000 1694.400000 40.400000 2.440000 1653.999996
MedCap 2 0.880000 460.000000 39.000000 9.260000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.490000 392.800000 37.800000 10.650000 355.000000
Resurs Holding 22 -0.180000 608.300000 34.300000 5.980000 573.999998
Nordea Bank Abp 29 0.840000 3483.480000 29.480000 0.850000 3453.999992
HMS Networks 2 -1.520000 700.000000 27.000000 4.010000 673.000000
Securitas B 6 -0.020000 588.480000 18.480000 3.240000 570.000000
Swedbank A 3 -0.030000 580.950000 16.950000 3.010000 564.000000
Intrum 4 -0.880000 540.600000 13.600000 2.580000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
OEM International B 7 0.130000 539.700000 11.700000 2.220000 527.999997
Coor Service Management Hold. 8 0.000000 542.000000 10.000000 1.880000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.290000 251.040000 5.040000 2.050000 246.000000
Karnov Group 9 -0.330000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.090000 548.250000 2.250000 0.410000 546.000000
Norva24 Group 16 -3.790000 544.960000 1.960000 0.360000 543.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Essity B 2 0.140000 561.400000 -12.600000 -2.200000 574.000000
Midsona B 63 -1.210000 567.000000 -16.000000 -2.740000 582.999984
CTEK 13 -0.750000 513.500000 -20.500000 -3.840000 533.999999
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -0.990000 552.500000 -42.070000 -7.080000 594.565215
Vivesto 1368 2.250000 559.510000 -53.490000 -8.730000 612.999432
Sampo Oyj SDB 7 -0.460000 3790.500000 -59.500000 -1.550000 3850.000000
Axfood 13 0.870000 3614.000000 -142.000000 -3.780000 3756.000001
Fasadgruppen Group 35 1.570000 3633.000000 -178.000000 -4.670000 3810.999990
OX2 18 -0.680000 1438.200000 -225.800000 -13.570000 1663.999992
Ovzon 52 -1.270000 2828.800000 -533.200000 -15.860000 3361.999992
TOTAL 46494.330000 -394.240000 -1.52291% 46888.564618

Updated:¶

'2023-01-25 09:44:45.021860'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶